-44.6%
PNR vs BIDU
+1.5%
-46.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | 0.0% |
| 7D | -2.4% | +2.4% | -4.8% | -2.5% |
| 30D | -12.8% | -10.5% | -2.3% | -12.2% |
| 3M | -17.0% | -26.2% | +9.2% | -15.0% |
| 6M | -37.4% | -16.4% | -21.0% | -37.1% |
| YTD | -41.6% | -23.9% | -17.7% | -40.9% |
| 1Y | -44.6% | +1.3% | -45.9% | -42.7% |
| All | -44.6% | +1.5% | -46.1% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling